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~subject:"Finanzkrise"
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Finanzkrise
Multivariate Verteilung
85
Multivariate distribution
85
Dependence structure
66
dependence structure
64
Stock market
38
Theorie
37
Theory
37
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35
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35
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35
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33
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33
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21
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19
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Hamori, Shigeyuki
2
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2
Benlagha, Noureddine
1
Cai, Xiao Jing
1
Dimic, Nebojsa
1
Ellouze, Siwar
1
Ghorbel, Ahmed
1
Hammoudeh, Shawkat
1
Han, Xuyuan
1
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1
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1
Hussain, Saiful Izzuan
1
Janabi, Mazin A. M. al
1
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1
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1
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1
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1
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1
Liu, Jiaming
1
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1
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1
Mengling Li
1
Nguyen Thu Thuy
1
Nguyen Van Chien
1
Nguyen, Duc Khuong
1
Piljak, Vanja
1
Reboredo, Juan Carlos
1
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1
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Research in international business and finance
2
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1
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1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
International journal of Islamic and Middle Eastern finance and management
1
International journal of emerging markets
1
International journal of management practice : IJMP
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ECONIS (ZBW)
14
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1
A new view of risk contagion by decomposition of
dependence
structure
: Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
2
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
3
Dependence and contagion between Vietnamese and major East Asian stock markets
Nguyen Van Chien
;
Nguyen Thu Thuy
- In:
International journal of management practice : IJMP
15
(
2022
)
4
,
pp. 445-459
Persistent link: https://www.econbiz.de/10013415125
Saved in:
4
Has the
dependence
structure
of the BRICS exchange rates changed after the financial crisis? : Evidence from R-Vine copula model
Zhang, Zhuoqun
;
Zhang, Tao
- In:
International journal of emerging markets
17
(
2022
)
10
,
pp. 2490-2509
Persistent link: https://www.econbiz.de/10014331961
Saved in:
5
Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach
Houidi, Fatma
;
Ellouze, Siwar
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1088-1108
Persistent link: https://www.econbiz.de/10014337180
Saved in:
6
The structure and degree of dependence in government bond markets
Dimic, Nebojsa
;
Piljak, Vanja
;
Swinkels, Laurens
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
Saved in:
7
Stock market dependence in crisis periods : evidence from oil price shocks and the Qatar blockade
Benlagha, Noureddine
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581388
Saved in:
8
Dependence
structure
between China's stock market and other major stock markets before and after the 2008 financial crisis
Ji, Hao
;
Wang, Hao
;
Xu, Jia
;
Liseo, Brunero
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
11
,
pp. 2608-2624
Persistent link: https://www.econbiz.de/10012262880
Saved in:
9
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
10
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
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